An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates

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dc.coverage.sucursalBogotáspa
dc.creatorGuarín-López, Alexander
dc.creatorGonzález-Gómez, Andrés
dc.creatorSkandalis, Daphné
dc.creatorSanchez, Daniela
dc.creator.firmaAndres Gonzalezspa
dc.date.accessioned2012-07-15T08:30:10Zeng
dc.date.available2012-07-15T08:30:10Z
dc.date.created2012-07-15
dc.date.issued2012-07-15
dc.description.abstractIn this paper, we propose an alternative methodology to determine the existence of credit booms, which is a complex and crucial issue for policymakers. In particular, we exploit the Mendoza and Terrones (2008)’s idea that macroeconomic aggregates other theng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5767spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5767
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.723spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/009826.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 723
dc.relation.numberBorrador 723spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/723.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:col:000094:009826spa
dc.subject.jelE32 - Business Fluctuations; Cycleseng
dc.subject.jelE37 - Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Applicationeng
dc.subject.jelE44 - Financial Markets and the Macroeconomyeng
dc.subject.jelE51 - Money Supply; Credit; Money Multiplierseng
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methodseng
dc.subject.jelspaE44 - Mercados financieros y macroeconomíaspa
dc.subject.jelspaE51 - Oferta monetaria; Crédito; Multiplicadores monetariosspa
dc.subject.jelspaC53 - Métodos de pronóstico y predicción; métodos de simulaciónspa
dc.subject.jelspaE37 - Precios, fluctuaciones y ciclos económicos: Predicción y simulación; Modelos y aplicaciónspa
dc.subject.jelspaE32 - Fluctuaciones económicas; Ciclosspa
dc.subject.keywordEarly Warning Indicatoreng
dc.subject.keywordCredit Boomseng
dc.subject.keywordBusiness Cycleseng
dc.subject.keywordEmerging Marketseng
dc.titleAn Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregatesspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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